Cancel Gamma Correction when importing Objects
I did find a solution to my problem. It isn't the most optimal but it will sure help, if any one have the same issue.

0 . Import your object


Go to the “Scene” tab
Go to “Color Management”





In “Display” change from “sRGB” to “None”





Go to the “Render” tab
Go to “Bake”





In “Bake Mode” change from “Full Render” to “Texture”





With your mesh selected go in “Edit Mode” and Unwrap your
Object if it’s not already done. Here I use Smart UV Project to be fast.
Then Bake and save the image result with F3 or on the menu.





Go back to the “Scene” tab
Change “None” to “sRGB”





Go the “Material” tab
Remove all material except one (doesn’t really matter which one is it)





Go to the “Texture” tab, add a new texture with “Image or Movie” type
Select your Bake result image (it’s already in Blender so you don’t have import it)




You’re done. I didn’t find anything else to avoid all that process right now. It’s fine for me because I also use the baked image as an IDmap.

Note: On my viewport the material show the exact colors because I selected “Shadeless” in the Material proprieties.

Hope it will help.